I am using the latest API 2.6.53 which now supports renko bars. This is great, however it has stopped working. In the onStart callback in my strategy I call the following:

Instrument instrument = Instrument.fromString(data.Session.Settings.CurrencyPair.Name);
PriceRange renkoBarPriceRange = PriceRange.valueOf(data.Session.Settings.TrendingRenkoBarSize / 10);
context.subscribeToRenkoBarFeed(instrument, OfferSide.BID, renkoBarPriceRange, new RenkoBarFeedListener());

// create feed descriptor to use when getting indicator values
data.RenkoFeedDescriptor = new FeedDescriptor();
data.RenkoFeedDescriptor.setDataType(DataType.RENKO);
data.RenkoFeedDescriptor.setInstrument(instrument);
data.RenkoFeedDescriptor.setOfferSide(OfferSide.BID);
data.RenkoFeedDescriptor.setPriceRange(renkoBarPriceRange);

The instrument is AUD/USD. The onBar callback function in my renko bar feed listener function is never called by the framework. After considerable time I get a RuntimeException: There is no ticks for insrtument <AUD/USD>. Am I missing something here? Is there something else I have to do to get the renko bars working.

Hi support,

After initially being very happy that I can now display renko charts during visual backtesting in API version 2.6.53 (thank you!), I was disappointed to discover that the IRenkoBarFeedListener implementation seems to now be broken in 2.6.53.

I have created some sample code to demonstrate the issue and attached it to this post. This code executes as expected against 2.6.50, but fails with an error against 2.6.53.

Please confirm if I am now doing something wrong and how to fix ix (e.g. stop using deprecated method) or if this is a bug with the API that will need to be fixed in a future release.


thanks,
Christian

Note: This working in API version 2.6.50 (which has no chart support).

Hi Support,

The attached custom indicator (testIndicator.java) works with other feeds, but occasionally produces an exception with a Renko feed from somewhere in the API during indicator setup - when this occurs calls are made and completed to getOutputParameterInfo(), but the output arrays are never set and calculate() is not called.

No exception is thrown by IIndicators.calculateIndicator(), but instead of returning multiple output arrays (double[][]) as expected, it returns a single array of Double.NaN (i.e. [Double.NaN, Double.Nan, ... ]), giving my code an unexpected type error.

This is reproducible and occurs at the same point on the same Renko blocks during backtesting, but it is a strange error which I haven't seen on any other indicator with the Renko feed. Please note I have removed the logic from the calculate() method in this testIndicator and the issue still occurs (at the same point in the Renko feed). If I had the source to greed-common-168-jar I'd step through this code and identify the issue but it's not available.

I have attached the RenkoTesterMain2.java, renkoTestStrategy2.java and the test indicator, so you can reproduce this issue, along with the console output to assist with debugging.

It has been tested against JForex.API 2.6.50 because the RenkoFeedListener is broken in 2.6.53.

thanks in advance
f451

Please check in 2.6.55

Hi support,

Please note this issue is not fixed.

IRenkoBarFeedListener.onBar() is never called for a subscribed Feed Listener in API 2.6.53 & API 2.6.55 - both versions tested again today.

This means that I can either draw Renko chart (using API 2.6.53 or API 2.6.55) or I can trade with IRenkoBarFeedListener.onBar() (using API 2.6.50) but I can not do both.

Please address this issue as I am putting together a Renko Block strategy and need IRenkoBarFeedListener.onBar() to work.


thanks,
C

Hi support,

It is not possible to check if this error occurs in API 2.6.55 as another error prevents us from getting the IRenkoBlockFeedListener.onBar() events in the first place. It is inside the IRenkoBlockFeedListener.onBar() method that the indicator is called and returns this bug.

Please refer to previously lodged, unresolved bug:
viewtopic.php?f=88&t=45652



regards,
C

We checked in Standalone JForex-API 2.6.55 - the renko bars do get received in the listener and also the candlestick bars arrive in IStrategy.onBar. Could you please provide a case which does not work?